two-tailed test


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two-tailed test

 
a test analyzing a nondirectional hypothesis in which the researcher assumes that an extreme score can occur in either extreme of the sampling distribution.

two-tailed test

a test in which both 'large' and 'small' values of the test statistic indicate that the null hypothesis is not correct.
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This feature reveals that one-tailed tests are equally accurate or inaccurate regardless of which tail is involved and that the difference between actual and nominal sizes for two-tailed tests doubles the magnitude of the corresponding difference for one-tailed tests.
8, the coefficient on the (FUR--MUR) variable is positive, and, after being subjected to a two-tailed test, statistically significant at the 5% level.
The control variables for academic ability, ACT>25, and academic success, CUMGPA, were negative and significant at the one percent level in a two-tailed test.
17) The treatment effect would not be significant based on a two-tailed test either.
TABLE 26-2 Critical Values of Student's t for One- and Two-Tailed Tests Degrees of One-tailed 0.
If we reject the null hypothesis for both very large and very small values of the sample result, the test is a two-tailed test.
08 Log likelihood 1784 *** Number of observations 591 *, **, *** Denote significantly different from zero in a two-tailed test at 10 percent, 5 percent, 1 percent, respectively.
The results in Table 3 indicate that the estimated coefficient of DMAT is positive and significant at the 10% level under a two-tailed test.
However, for the L-shaped distribution robustness for a two-tailed test is either superior to or intermediate between the robustness of right-tailed and left-tailed tests at the same alpha level.
Chi-square tests were preplanned to test the difference between positive and negative attitudes for each questionnaire, with the test being one-tailed for the numerical questionnaire in the light of the results from the article published before and a two-tailed test for the verbal questionnaire because this was a new, more exploratory test.
103 * significant at the 10% level using a two-tailed test ** significant at the 5% level using a two-tailed test *** significant at the 1% level using a two-tailed test Table 3 Event study results for selected intervals Daily abnormal returns are calculated using a market model employing a 200-day estimation period ending 51 days prior to announcement date of the divestiture.